+185.2%
USB vs AMBA
+846.1%
-660.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +2.1% | -6.4% | +8.5% | +3.0% |
| 30D | -2.3% | -26.8% | +24.6% | +1.9% |
| 3M | +13.9% | -7.6% | +21.5% | +13.1% |
| 6M | +21.6% | +21.2% | +0.4% | +14.6% |
| YTD | +19.3% | -10.4% | +29.7% | +17.1% |
| 1Y | +33.6% | -24.4% | +58.0% | +33.3% |
| 3Y | +97.7% | +6.0% | +91.7% | +81.1% |
| 5Y | +40.4% | -53.9% | +94.3% | +35.6% |
| 10Y | +105.9% | -6.2% | +112.1% | +68.0% |
| All | +185.2% | +846.1% | -660.9% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling